+6.7%
AMZN vs MOS
-16.2%
+22.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +17.4% | -11.3% | +5.5% |
| 7D | +4.5% | +17.9% | -13.5% | +3.8% |
| 30D | +5.8% | +1.6% | +4.3% | +5.1% |
| 3M | -4.1% | -4.0% | -0.1% | -4.9% |
| 6M | -2.2% | -4.1% | +1.9% | -3.0% |
| YTD | +15.3% | -7.8% | +23.1% | +13.7% |
| 1Y | +6.7% | -15.6% | +22.3% | +7.2% |
| All | +6.7% | -16.2% | +22.9% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling